DZ Bank Put 18 SZG 20.12.2024/  DE000DW87556  /

EUWAX
2024-05-16  6:13:39 PM Chg.-0.008 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.072EUR -10.00% -
Bid Size: -
-
Ask Size: -
SALZGITTER AG O.N. 18.00 - 2024-12-20 Put
 

Master data

WKN: DW8755
Issuer: DZ Bank AG
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Put
Strike price: 18.00 -
Maturity: 2024-12-20
Issue date: 2023-01-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -22.38
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.35
Parity: -0.44
Time value: 0.10
Break-even: 17.00
Moneyness: 0.80
Premium: 0.24
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 42.86%
Delta: -0.19
Theta: 0.00
Omega: -4.34
Rho: -0.03
 

Quote data

Open: 0.080
High: 0.086
Low: 0.072
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -28.00%
3 Months
  -20.00%
YTD
  -14.29%
1 Year
  -60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.075
1M High / 1M Low: 0.110 0.059
6M High / 6M Low: 0.120 0.059
High (YTD): 2024-03-19 0.120
Low (YTD): 2024-05-02 0.059
52W High: 2023-10-30 0.210
52W Low: 2024-05-02 0.059
Avg. price 1W:   0.085
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.093
Avg. volume 6M:   0.000
Avg. price 1Y:   0.128
Avg. volume 1Y:   0.000
Volatility 1M:   297.91%
Volatility 6M:   170.75%
Volatility 1Y:   143.06%
Volatility 3Y:   -